{"schema_version":"secwatch.filing_event.v1","accession":"0001140361-21-027557","form_type":"8-K","ticker":"CHMI","cik":"0001571776","company_name":"Cherry Hill Mortgage Investment Corp","filed_at":"2021-08-09T23:59:59+00:00","discovered_at":"2026-05-14T18:04:18.624180+00:00","generated_at":"2026-06-29T18:37:50.329298+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"neutral","materiality_score":0.5,"calibrated_materiality_score":0.5,"confidence":"high","headline":"Cherry Hill Q2 2021 GAAP net loss $0.81/sh; core earnings $0.28 cover dividend","bullets":["GAAP net loss applicable to common stockholders of $13.8M ($0.81/sh); core earnings of $4.7M ($0.28/sh).","Book value per share $9.63 at June 30; declared $0.27/sh common dividend (11.8% annualized yield).","MSR portfolio UPB $21.5B, carrying value $212M; RMBS portfolio ~$1.0B, weighted avg coupon 3.07%.","Net interest income $6.6M, net servicing income $9.7M; realized loss on derivatives $10.1M, unrealized loss on Servicing Related Assets $20.5M."],"urls":{"canonical":"https://secwatch.observer/filing/0001140361-21-027557","json":"https://secwatch.observer/filing/0001140361-21-027557.json","markdown":"https://secwatch.observer/filing/0001140361-21-027557.md","text":"https://secwatch.observer/filing/0001140361-21-027557.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1571776/000114036121027557/0001140361-21-027557-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1571776/000114036121027557/brhc10027531_8k.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-29T18:37:50.329298+00:00"},"review":{"review_status":"machine_generated","human_reviewed":false,"corrected":false,"correction_note":null,"correction_timestamp":null,"superseded_by":null,"related_filings":[]},"source_grounded_claims":[],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}